Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47829.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46434.94 Kr¶

PnL: ---------------------------------------> -453.63 Kr¶

DD now: ---------------------------------> -1.645 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 17:23:37.483513'

Anic Portfolio¶

Today¶

Return: -0.426 %¶

This Week¶

Return: 0.624 %¶

Total¶

Return: 56.583 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.810000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -3.870000 660.210000 83.210000 14.420000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.140000 435.200000 80.200000 22.590000 355.000000
Boozt 12 0.500000 1702.800000 48.800000 2.950000 1653.999996
HMS Networks 2 0.280000 719.200000 46.200000 6.860000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.150000 555.100000 27.100000 5.130000 527.999997
Intrum 4 0.220000 547.000000 20.000000 3.800000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Coor Service Management Hold. 8 -0.440000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.290000 261.120000 15.120000 6.150000 246.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Karnov Group 9 -0.980000 546.300000 10.300000 1.920000 536.000004
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
SAAB B 8 1.590000 3384.000000 7.000000 0.210000 3377.000000
Essity B 2 -0.340000 580.800000 6.800000 1.180000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.600000 560.640000 3.640000 0.650000 557.000004
Resurs Holding 22 -1.460000 577.280000 3.280000 0.570000 573.999998
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -0.230000 568.800000 -1.200000 -0.210000 570.000000
Handelsbanken A 5 -1.050000 543.750000 -2.250000 -0.410000 546.000000
Swedbank A 3 -0.770000 559.500000 -4.500000 -0.800000 564.000000
CTEK 13 -3.050000 525.070000 -8.930000 -1.670000 533.999999
Nordea Bank Abp 29 -0.870000 3438.240000 -15.760000 -0.460000 3453.999992
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.090000 3790.500000 -59.500000 -1.550000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.250000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -1.550000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46434.940000 -453.630000 -1.6452% 46888.564618

Updated:¶

'2023-01-17 17:23:49.921639'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶